基于格兰杰因果检验的云南物流业与国际贸易互动发展关系的实证分析

Empirical Analysis of Interaction between Yunnan Logistics Industry and International Trade Based on Granger-causal Test

利用1981-2010年云南进口贸易总值(LTR)和货物周转量(LWL)的时间序列数据,通过平稳性检验、协整检验、建立短期误差修正模型和格兰杰因果关系检验,研究了云南进出口贸易总值(LTR)和货物周转量(LWL)之间的长期动态均衡关系。研究表明,进出口贸易对云南物流业的发展有着长期显著的拉动作用,而物流业对进出口贸易的影响非常微弱。因此,云南应该积极采取措施提高国际物流的基础建设、技术水平和现代化管理水平,适应日益增长的国际贸易发展需求。

In this paper,using relevant time-series data and through stability and co-integration test, we established the short-term error correction modal and the Granger-cansal test process for the dynamic equilibrium relationship between the gross foreign volume of Yunnan and cargo turnover, and found that importation and exportation had significant pulling effect on the development of the logistics industry in Yunnan while the logistics industry of the province had little contribution to its foreign trade.